Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47911.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46516.65 Kr¶

PnL: ---------------------------------------> -371.92 Kr¶

DD now: ---------------------------------> -1.477 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 13:41:31.830916'

Anic Portfolio¶

Today¶

Return: 0.419 %¶

This Week¶

Return: 0.795 %¶

Total¶

Return: 56.85 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.490000 2856.000000 220.000000 8.350000 2636.000010
Beijer Electronics Group 26 0.000000 3104.400000 133.400000 4.490000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.280000 432.800000 77.800000 21.920000 355.000000
Corem Property Group B 59 -2.140000 648.410000 71.410000 12.380000 576.999999
SAAB B 8 1.390000 3441.600000 64.600000 1.910000 3377.000000
Boozt 12 0.110000 1708.200000 54.200000 3.280000 1653.999996
HMS Networks 2 0.060000 720.000000 47.000000 6.980000 673.000000
OEM International B 7 0.760000 560.000000 32.000000 6.060000 527.999997
Intrum 4 0.400000 548.400000 21.400000 4.060000 527.000000
Coor Service Management Hold. 8 0.150000 547.600000 15.600000 2.930000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
MedCap 2 -1.140000 435.000000 14.000000 3.330000 421.000000
Samhällsbyggnadsbo. i Norden D 12 -0.650000 258.000000 12.000000 4.880000 246.000000
Norva24 Group 16 2.130000 553.600000 10.600000 1.950000 543.000000
AcadeMedia 12 0.680000 564.480000 7.480000 1.340000 557.000004
Swedbank A 3 1.880000 569.550000 5.550000 0.980000 564.000000
Resurs Holding 22 -0.150000 577.720000 3.720000 0.650000 573.999998
FM Mattsson Mora Group B 50 -1.350000 2930.000000 3.000000 0.100000 2927.000000
Karnov Group 9 -2.130000 536.400000 0.400000 0.070000 536.000004
Nordea Bank Abp 29 0.130000 3453.900000 -0.100000 0.000000 3453.999992
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Securitas B 6 -0.170000 568.440000 -1.560000 -0.270000 570.000000
Essity B 2 -1.340000 572.200000 -1.800000 -0.310000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.520000 525.590000 -8.410000 -1.570000 533.999999
Midsona B 63 -2.270000 570.150000 -12.850000 -2.200000 582.999984
International Petroleum Corp. 5 2.490000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.660000 1539.000000 -125.000000 -7.510000 1663.999992
Axfood 13 0.360000 3601.000000 -155.000000 -4.130000 3756.000001
Fasadgruppen Group 35 -0.100000 3454.500000 -356.500000 -9.350000 3810.999990
Ovzon 52 1.770000 2990.000000 -372.000000 -11.060000 3361.999992
TOTAL 46516.650000 -371.920000 -1.47716% 46888.564618

Updated:¶

'2023-01-18 13:41:44.232461'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶